Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
16.05.2024 | 18.34% | 0.05 CHF | 0.06 CHF | 500'000 | 50'000 | 499'625 | 50'000 | 24'799 CHF | 2'982 CHF | 93.62% | 93.62% |
15.05.2024 | 17.69% | 0.05 CHF | 0.07 CHF | 500'000 | 50'000 | 478'967 | 49'728 | 27'852 CHF | 3'461 CHF | 89.75% | 89.75% |
14.05.2024 | 18.40% | 0.06 CHF | 0.07 CHF | 500'000 | 50'000 | 472'195 | 48'537 | 27'530 CHF | 3'369 CHF | 91.57% | 91.57% |
13.05.2024 | 31.34% | 0.05 CHF | 0.07 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 1'403 CHF | 1'921 CHF | 80.31% | 80.31% |
10.05.2024 | 40.76% | 0.04 CHF | 0.06 CHF | 37'500 | 37'500 | 37'500 | 37'500 | 1'621 CHF | 2'447 CHF | 99.31% | 99.31% |
08.05.2024 | 52.03% | 0.03 CHF | 0.05 CHF | 25'000 | 25'000 | 37'360 | 25'651 | 1'363 CHF | 1'338 CHF | 97.42% | 97.42% |
07.05.2024 | 18.11% | 0.06 CHF | 0.07 CHF | 500'000 | 75'000 | 499'317 | 75'000 | 28'221 CHF | 5'069 CHF | 94.24% | 94.24% |
06.05.2024 | 18.99% | 0.04 CHF | 0.05 CHF | 500'000 | 50'000 | 500'000 | 50'000 | 24'977 CHF | 3'015 CHF | 90.02% | 90.02% |
03.05.2024 | 17.42% | 0.05 CHF | 0.06 CHF | 500'000 | 75'000 | 499'690 | 75'000 | 26'554 CHF | 4'736 CHF | 93.10% | 93.10% |
02.05.2024 | 34.83% | 0.04 CHF | 0.05 CHF | 500'000 | 75'000 | 500'000 | 75'000 | 12'480 CHF | 2'622 CHF | 79.75% | 79.75% |